+25.4%
BDX vs PRU
+55.2%
-29.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | +8.4% | +3.2% | +5.2% | +7.2% |
| 30D | +17.1% | +7.9% | +9.2% | +14.1% |
| 3M | +22.4% | +1.8% | +20.6% | +21.4% |
| 6M | +45.9% | +24.1% | +21.8% | +35.9% |
| YTD | +43.8% | +12.4% | +31.5% | +37.7% |
| 1Y | +57.8% | +20.9% | +36.9% | +47.7% |
| 3Y | +25.4% | +55.5% | -30.1% | +16.8% |
| All | +25.4% | +55.2% | -29.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling